CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6713 |
0.6770 |
0.0057 |
0.8% |
0.6639 |
| High |
0.6782 |
0.6824 |
0.0042 |
0.6% |
0.6733 |
| Low |
0.6697 |
0.6757 |
0.0061 |
0.9% |
0.6611 |
| Close |
0.6772 |
0.6770 |
-0.0003 |
0.0% |
0.6713 |
| Range |
0.0086 |
0.0067 |
-0.0019 |
-22.2% |
0.0122 |
| ATR |
0.0049 |
0.0051 |
0.0001 |
2.5% |
0.0000 |
| Volume |
245,135 |
234,151 |
-10,984 |
-4.5% |
1,009,124 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6983 |
0.6943 |
0.6806 |
|
| R3 |
0.6916 |
0.6876 |
0.6788 |
|
| R2 |
0.6850 |
0.6850 |
0.6782 |
|
| R1 |
0.6810 |
0.6810 |
0.6776 |
0.6803 |
| PP |
0.6783 |
0.6783 |
0.6783 |
0.6780 |
| S1 |
0.6743 |
0.6743 |
0.6763 |
0.6736 |
| S2 |
0.6717 |
0.6717 |
0.6757 |
|
| S3 |
0.6650 |
0.6677 |
0.6751 |
|
| S4 |
0.6584 |
0.6610 |
0.6733 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7052 |
0.7004 |
0.6780 |
|
| R3 |
0.6930 |
0.6882 |
0.6747 |
|
| R2 |
0.6808 |
0.6808 |
0.6735 |
|
| R1 |
0.6760 |
0.6760 |
0.6724 |
0.6784 |
| PP |
0.6686 |
0.6686 |
0.6686 |
0.6698 |
| S1 |
0.6638 |
0.6638 |
0.6702 |
0.6662 |
| S2 |
0.6564 |
0.6564 |
0.6691 |
|
| S3 |
0.6442 |
0.6516 |
0.6679 |
|
| S4 |
0.6320 |
0.6394 |
0.6646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6824 |
0.6634 |
0.0190 |
2.8% |
0.0067 |
1.0% |
72% |
True |
False |
221,744 |
| 10 |
0.6824 |
0.6611 |
0.0213 |
3.1% |
0.0053 |
0.8% |
75% |
True |
False |
188,516 |
| 20 |
0.6824 |
0.6611 |
0.0213 |
3.1% |
0.0051 |
0.8% |
75% |
True |
False |
190,335 |
| 40 |
0.6874 |
0.6611 |
0.0263 |
3.9% |
0.0045 |
0.7% |
60% |
False |
False |
171,981 |
| 60 |
0.7041 |
0.6611 |
0.0430 |
6.3% |
0.0045 |
0.7% |
37% |
False |
False |
142,867 |
| 80 |
0.7215 |
0.6611 |
0.0604 |
8.9% |
0.0046 |
0.7% |
26% |
False |
False |
107,341 |
| 100 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0052 |
0.8% |
19% |
False |
False |
85,916 |
| 120 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0050 |
0.7% |
19% |
False |
False |
71,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7106 |
|
2.618 |
0.6998 |
|
1.618 |
0.6931 |
|
1.000 |
0.6890 |
|
0.618 |
0.6865 |
|
HIGH |
0.6824 |
|
0.618 |
0.6798 |
|
0.500 |
0.6790 |
|
0.382 |
0.6782 |
|
LOW |
0.6757 |
|
0.618 |
0.6716 |
|
1.000 |
0.6691 |
|
1.618 |
0.6649 |
|
2.618 |
0.6583 |
|
4.250 |
0.6474 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6790 |
0.6761 |
| PP |
0.6783 |
0.6752 |
| S1 |
0.6776 |
0.6743 |
|